+1,098.4%
DIA vs NYT
+187.9%
+910.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.0% | -0.7% | -2.3% | -2.9% |
| 30D | -3.0% | +4.5% | -7.5% | -4.0% |
| 3M | +4.5% | -8.5% | +13.0% | +6.1% |
| 6M | +9.8% | -15.1% | +24.8% | +13.1% |
| YTD | +9.3% | -3.3% | +12.6% | +9.0% |
| 1Y | +16.0% | +17.0% | -1.0% | +10.4% |
| 3Y | +57.7% | +55.7% | +2.1% | +38.4% |
| 5Y | +63.8% | +38.9% | +24.9% | +44.2% |
| 10Y | +248.8% | +485.3% | -236.5% | +109.2% |
| All | +1,098.4% | +187.9% | +910.5% | +602.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NYT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling